It’s Saturday Night Live

When you’re trading in puts and calls (or derivatives), it’s important to know the sign of the relationship between the value of the derivative and the market. Short positions will go up in value as the market goes down. And, unfortunately, you don’t get to decide afterwards whether you wanted to be short or long. Proxies in climate can, in a sense, either be “short” or “long”, in the sense that the values of some proxies (e.g. coral dO18) are said to go down with higher temperatures, while the values of other proxies (e.g. ice core dO18) are said to go up with higher temperatures.

One feels that it is not asking too much of paleoclimatologists to know the expected sign of a proxy derivative. Traders would like to decide on the sign of a proxy derivative after the fact, by taking a correlation to market performance, but this luxury is denied to them, as it should be denied to climate scientists.

In Mann et al 2008, there is a truly remarkable example of opportunistic after-the-fact sign selection, which, in addition, beautifully illustrates the concept of spurious regression, a concept that seems to baffle signal mining paleoclimatologists. For this example, we turn to the highly HS-shaped Finnish sediment series of Tiljander et al 2003. (Update: We reported this in a PNAS Comment, to which Mann responded. See continued discussion at Upside Down Mann and the Peer Reviewed Literature.”)

Tiljander et al cored varved sediments from Lake Korttajarvi, Finland, going back through most of the Holocene. In Tiljander et al 2003, they distinguished the amount of mineral and organic matter in each varve. The basis for using mineral and organic matter as climate proxies is set out as follows:

The amounts of inorganic and organic matter, form the basis of the climate interpretations. Periods rich in organic matter indicate favourable climate conditions, when less snow accumulates in winter by diminished precipitation and/or increased thawing, causing weaker spring flow and formation of a thin mineral layer. In addition, a long growing season thickens the organic matter. More severe climate conditions occur with higher winter precipitation, a longer cold period and rapid melting at spring, shown as thicker mineral matter within a varve.

The caption to their Figure 5 reports the following link between X-ray density and their climate mechanism:

Putting the two paragraphs together: warmer climate favors more organic material and thus a low X-ray density. In order to show warm values at the top of a graph, you need to invert the plot (i.e. you have to pay attention to the sign of your climate derivative.)

In the figure below, on the left, I show an excerpt from their Figure 5 which they show vertically (only the X-ray density is shown here – consult the original paper for the other plots.) The left portion of their Figure 5 shows an organic-rich period in the MWP, about which they say:

An organic rich period from AD 980 to 1250 in the Lake Korttajarvi record is chronologically comparable with the well-known ‘Medieval Warm Period’ (e.g. Lamb 1965; Grove & Switsur 1994; Broecker 2001). The sediment structure changes, less mineral material accumulates on the lake bottom than at any other time in the 3000 years sequence analysed and the sediment is quite organic rich (LOI ~20%). Thus, the winter snow cover must have been negligible, if it existed at all, and spring floods must have been of considerably lower magnitude than during the instrumental period (since AD 1881). According to the scenarios presented by Solantie & Drebs (2001), a 2°C increase in winter temperature would decrease the amount of snow in southern Finland significantly. Under such conditions, winter snow accumulation and intense spring floods would be rare events….

The Lake Korttajarvi record also indicates a climatically more severe period in the 17th century. Two periods, AD 1580–1630 and AD 1650–1710, are marked by an increase in both sedimentation (varve thickness) and mineral matter accumulation (relative Xray density). Also, magnetic susceptibility values are high between AD 1650 and 1710, indicating increasing mineral matter input into the lake.

They cite literature, including Hulden 2001, showing mild conditions in Finland in the MWP.

On the right, I’ve plotted the corresponding data so that “warm” grey values are on the top. I’ve also highlighted the (MWP) period identified as having elevated values of organic matter. If you squint, you can satisfy yourself that the left-hand and right-hand panels are showing the same data.

Plotted according to the climatic interpretation offered by Tjilander et al, the modern warm period shows as colder than the Little Ice Age, something which makes no sense if this data is to be used as a climate proxy. Tiljander et al provide a plausible interpretation of the “divergence” of the proxy from its climatic interpretation as a result of agricultural and construction disturbance to sediment patterns, actually tying several especially thick varves to ditch and bridge construction:

This recent increase in thickness is due to the clay-rich varves caused by intensive cultivation in the late 20th century. …

There are two exceptionally thick clay-silt layers caused by man. The thick layer of AD 1930 resulted from peat ditching and forest clearance (information from a local farmer in 1999) and the thick layer of AD 1967 originated due to the rebuilding of the bridge in the vicinity of the lake’s southern corner (information from the Finnish Road Administration).

Now let’s see what Mann et al did with this data. All of the 20th century values of varve thickness, X-ray density etc go up like crazy with the agricultural and construction activities as shown below for 2 of the 4 series (the other two are similar). Instead of using the climatic interpretation of the data described by Tiljander et al, Mann correlates the increases in varve thickness and changes in density and color, originating from local construction and farming, to world climate.

Figure 2. Two of 4 versions used in Mann et al 2008

By flipping the data opposite to the interpretation of Tiljander et al, Mann shows the Little Ice Age in Finland as being warmer than the MWP, 100% opposite to the interpretation of the authors and the paleoclimate evidence. The flipping is done because the increase in varve thickness due to construction and agricultural activities is interpreted by Mann et al as a “nonlocal statistical relationship” or “teleconnection” to world climate. Mann:

the EIV approach, which makes use of nonlocal statistical relationships, allowing temperature changes over distant regions to be effectively represented through their covariance with climatic changes recorded by the network

A more convincing example of spurious regression in “peer reviewed” literature will be hard to find. After reading through this, I keep expecting someone to say:

Whatever it costs, Congress and the Executive branch need to immediately hire Mann to solve the financial crisis. He can just flip the charts over. Voila! Problem solved. Close the hood. The IPCC will be around to watch his back and Gavin can start a new blog: “Real Finance.”

Dear Climate Auditors,
I’m sure you’ve all got thick skins these days, but this one might irritate you ever so slightly. According to George Monbiot (who will be familiar to UK readers as a staunch defender of Mann’s findings):

“Mann’s paper, published in the Proceedings of the National Academy of Sciences, uses every uncluttered high-resolution proxy temperature record in the public domain(25).

And any crtitique of Mann’s work are merely “…the claims of unqualified bloggers…”

Headline: Tijlander all upside down and got it wrong!
“In their latest paper, Mann et al have successfully invalidated the conclusions of Tijlander et al 2003 with their robust re-evaluation of the raw data from the Finnish study. This follows on the heels of his landmark papers (1998, 2003, 2005) which are most responsible for removing the Medieval Warming Period from the history books.”

But the point is: Is Tijlander supportive of this use? Will she (Mia?) step up and criticize – or clarify (a la Joliffe) or stay quiet and bask in the glow of being referenced by a “leading” climatologist) surely to be included in the next IPPC report.

This is among the clearest examples given on CA of bad science at work. It looks like they just didn’t bother to look at the evidence at all other than to flip it whatever direction suited the modern warming idea.

An error of this silliness by itself, this would demand a retraction and rewrite of any paper in physics.

Gavin, the well known statistical expert, wrote a post criticizing Dennis Bray and Hans von Storch’s ongoing attempt to survey the climate science community.

The series of questions Q15 through Q17, typify a key issue – precision. Q15 asks whether the “current state of scientific knowledge is developed well enough to allow for a reasonable assessment of the effects of turbulence, surface albedo, etc..”. But the subtext “well enough for what?” is not specified. Thus any respondent needs to form their own judgment about what the question is referring to..

Well duh! It’s a question designed to have broad interpretation, so that experts in each field relating to climate can determine the answer without guidance from the inquisitors. Gavin completely misses the point and goes on to list all manner of specifics.

The best rib tickler is in the comments:

Wonderful project!

Isn’t it amazing how climate science must reach out to other disciplines.

I wonder if the flipping is reversed back to the original Tijlander form, would Mann decide to repeat his dendro approach and simply chop off the last 50-100 years and “replace” the data with interpolations from other, more “accurate” proxies.

#11. Be careful in how you use “flipping”. The climatic interpretation of Tijlander inverted the X-ray density measurements (and thicknesses) etc. When Mann used the raw data without checking to see whether it was a “long” or “short” position, he, in effect, inverted the Tijlander interpretation (by not inverting the original data.).

All 4 series go up a lot in the 20th century and in amounts that are inconsistent with a climate interpretation – orders of magnitude. I see no purpose in trying to attribute a 20th century meaning to darksum rather than lightsum for recent climate interpretation. The original authors don’t. Neither should third parties.

The thing that bothers me about the r value, is that the calibration methodology performs the flip automatically (if I understand it correctly). If he didn’t flip the data beforehand we would have seen a negative r and inquired ‘why the flip’. This way there is a +r and no red flag is introduced in a series which by its alleged physical relationship to temp could not be flipped.

Steve doesn’t like us to go on about intent so I’m not going to.

Steve: Again , be careful in what you’re saying is flipped. Tijlander inverted the series for interpretation; Mann didn’t. So it’s not that he had to manually do something to get a wrong interpretation. This could have happened by not paying attention. However, in the SI, he quotes from Tijlander et al – it’s the only study that he actually quotes in the entire SI, so he could hardly have een unaware of the issues here. Also he did a special calculation to show that they were “profitable” without this data, though, as far as I can tell, this profit calculation requires the inclusion of strip bark “derivatives”.

#10 Sonic, in my recent exchange at RC on the “Simple questions…” post, I was heavily criticized for making comments on the inner workings of the climate science community (basically how being mostly academics they were shielded from the real world), and was told that I had a “profound ignorance” of how science, and in particular climate science, really works. I was even told that if I did not know a climate scientist personnally, I had no right to comment. I had to defend myself endlessly by telling them about my experience in academia, and in industry, and so on, but it never seemed to be enough. It seems only a climate scientist can comment on climate science.

But then we have this post, where a climate scientist is telling a social scientist (not really what Dennis Bray’s background is…) how to do his job! Of course, it makes sense that climate scientists are experts at making polls…

#18. IT’s a familiar story. If the series had gone “down”, they would have been all over the divergence. In this case, the increases are actually a sort of “divergence” on the up side, as there are exponential increases in sum series – orders of magnitude, something impossible in a normal distribution. But do they care?

I’m thinking Tina Fey as Sarah Palin as Rosanne D’Arrigo, explaining in a nice homey way how you need to pick cherries to make cherry pie. The mind boggles at all the possibilities when you make three-stage comedy like this.

A very interesting story Steve. If this is all correct, perhaps it points the way towards explaining why the hockey stick shape is the way it is. If some proxies can result in downward-pointing sticks while others result in upward-pointing sticks, shouldn’t the real shape of the plot (without applying ex post facto analysis) be one where there is a huge increase in noise in the 20th century (due to the abrupt increase in all kinds of human activities), following 1000+ years of relative stability. This would, of course, mean that there could be no real correlation between temperature in the 20th C and any proxy, making temperature reconstructions before then totally meaningless.

It goes without saying (but I’ll say it anyway just so we’re clear) that Mann et al appear to have chosen (or mis-chosen, in this case) only those sticks pointing in the ‘right’ direction.

I’m a little confused by the somewhat ambiguous comment in the original Tiljander paper that suggests to me that perhaps one shouldn’t even be using these sedimentation series as temperature proxies (at least not without some pretty large and explicit warning labels):

Even though the sedimentation in Lake Korttajarvi most likely reflects relatively long-term changes in
local hydrology rather than temperature, several studies indicate a relative temperature rise during the Medieval period in Scandinavia.

Tiljander at 574. Of course, Tiljander goes on in the paper to ascribe a temperature relationship to her sedimentary analysis (at least up until the last few centuries) and provides relatively little discussion about the hydrology relationship.

I guess my question is: Even assuming one can identify the proper sign of the relationship here, how does one tease out a temperature signal (for the entire Northern Hemisphere no less !!) in these sedimentary series distinct from the local hydrology signal without being at least a little hesitant about how much confidence one should place in the analysis they’ve done?

In Mann-world, such reasonable caveats are swept aside by the theory of teleconnection. All that matters is the correlation. Of course, elsewhere he says that the r2 is no use, so it’s a little hard to make sense of it all.

#32. There is a very strong Canadian (or more Toronto) influence on SNL. Lorne Michaels is from Toronto, a few years older than me. Other comedians from Toronto include Mike Myers, John Candy, Jim Carrey, Catherine O’Hara, Eugene Levy, Rick Moranis, Robin Duke, … A lot of the original SNL cast came from a Canadian show “Second City TV”.

What is the problem, Mann deserves the Nobel prize for his new groundbreaking discovery. For millennia, scientists and engineers have consistently sought to maximize signal to noise ratios for their experiments and trials. Mann proves that we have all been wrong as he so clearly proved it is more better to maximize the noise to signal ratio.

Even assuming one can identify the proper sign of the relationship here, how does one tease out a temperature signal (for the entire Northern Hemisphere no less !!) in these sedimentary series distinct from the local hydrology signal without being at least a little hesitant about how much confidence one should place in the analysis they’ve done?

Its easy once you have decided a few BCPs in a small part of the US can be representative of global temperature ( even though those specimens were not regarded as temperature proxies by the original collectors)

“Even assuming one can identify the proper sign of the relationship here, how does one tease out a temperature signal (for the entire Northern Hemisphere no less !!) in these sedimentary series distinct from the local hydrology signal without being at least a little hesitant about how much confidence one should place in the analysis they’ve done?”

I think you can be fairly confident in Tiljanders et al. MWP winter temperature interpretation. There is a sort of threshold effect here. At the winter temperatures now prevailing in southern Finland there is almost invariably a lasting snow cover and a strong spring flood. At slightly higher temperatures each snowfall tends to melt fairly quickly, there is no snowpack accumulation and little spring flooding. Living about 500 km southwest of Korttajärvi I have actually seen this change during my lifetime due to the recent warming. In the 1950’s through 1970’s we almost always had a lasting snow cover and strong spring flooding. In recent years this has become intermittent and only happens maybe every second or every third year. Incidentally the MWP must have been appreciably warmer in winter in northern Europe (1-2 degrees?) than the current climate for this zone to move to south-central Finland.

Using both hockey sticks and anti-hockey sticks to improve the case for a hockey stick reconstruction is an advanced phase of cherry-picking. If there is no independently known sign of the correlation, it suggests that the correlation is a coincidence. Noise.

recently argued in his paper that tree rings typically face the “intermediate” problem from the same universality class: the sign of the dependence actually flips above a certain realistic temperature. Nonlinearities are thus important and all the linear methods to obtain temperature from tree rings are incorrect. The paper is recommended (I suppose you have written about it, too, but I’ve forgotten).

One minor nit – puts and calls are of course derivatives so no need to differentiate in your first sentence.

To extend the metaphor, one of the interesting / difficult issues in financial risk management is that in times of crisis, relationships actually can (and do) change sign. A great example is Morgan Stanley losing in excess of $9 billion (!) last year where a major market move resulted in a hedge changing sign and becoming positively correlated with the underlying exposure. Well I think we can say that the hockey stock is in crisis and Mr. Mann is facing a large loss.

This is totally devastating, Steve, especially considering that this series is the one that “proves” that the Mann et al 2008 reconstruction is “robust” to the elimination of BCP, and vice-versa!

Please remember that PNAS policy is that any errors not corrected by a communication within 3 months become Pravda (uncontrovertable “truth”)!

Perhaps Mann should sell this paper to the Treasury TARP program while he still can get something for it. That is, if the Treasury has not already followed PhilH’s advice (#2), and solved the subprime mortgage reckonning by means of a Mannomatic chart-flip!

Here is the link referred to in #45, showing an example of using upside down graphs. The clip was made for purposes unrelated to climate science and resemblance to any real characters is explicitly renounced.

But for me, whether characters in the video resemble or not some very specific real characters, I will tell you in a few months, depending on whether Mann apologises and uses his Korttajarvi graphics right or decides to keep them upside down because they look damn better :)

Steve (Nov 2): I can tie this in to my emulation. The first 5 series are the 5 SH series more or less weighted by their cosine latitude (which equating the first coefficient yields 0.1784000 0.1784000 0.1784000 0.2235524 0.2362357)
0.1784 – arge091
0.1784 – Tasmania recon
0.1784 – Oroko recon
0.2256 – S AFr speleo
0.2392 – Quelc O18
The other coefficients in the reverse engineering appear to be noise coefficients from NH series not used in the calculation.

UC! It’s spliced again! (Is gbcpsfull spliced or is it the the AD1000 step?) Notice also that ‘rebuiltproxymatrix’ does not have the proxies in the same order as they are in rtable1209 (or in “itrdbmatrix”)!

Oh, I forgot. #61 and #63 are for the individual series. If you take series in one location combined, the dominating (pre AD1500) one comes from Socotra. It’s a kind of beautiful marriage with the Chinease spaleothem: apart form the modern period, the ups in Socotra are matched with downs in China. The result, well, you guessed it. I think one needs to be a skilled craftsman to find a better match! :)

#67. The modern portion of the Socotra speleothem has never been published. Mann’s reference to Socotra is to an article describing Socotra in the Pleistocene. The lead Socotra author is from Bradley’s department.

Steve: Jud, thanks for this. Always nice to resolve this sort of issue. The two publications here describe a period of 780 years (i.e. do not cover the 11th century usually at issue), while the Mann data set goes back to 2754 BCE. I take it that the data set was subsequently extended. I notice that Burns et al 2002 says: “The d18O and d13C values of speleothem calcite are inversely related to precipitation” and Fleitmann et al 2004 says: “Nor is the isotopic composition of rainfall related to temperature in the tropics.” It’s odd candidate for an influential NH temperature proxy.

Jud, I’ve had an opportunity to look at your two references and I believe that your above comment is incorrect. Socotra Island is said to be in Yemen, while the two references are to Oman (Kahf Defore), nearby but in a different spot.

Mia Tiljander has just sent me a digital version of the data in Tiljander et al (Boreas 2003), which I’ve plotted below, comparing to the Mann version. In virtually all years, the data matches to 3 decimal places. The only exception are the spikes at 1326 shown in red, where the spike does not exist in the Mann version. Odd.

Yes, Socotra – Suqutra – is an island that is part of Yemen, though closer to the African continent than the Arabian Peninsula, and populated by a different ethnic group than Arabs, speaking a different language. However, there is some intriguing overlap of certain fauna in Oman and Suqutra.

“In a paper on 9 September 2008, Mann and colleagues published an updated reconstruction of Earth surface temperature for the past two millennia.[61] This reconstruction used a more diverse dataset that was significantly larger than the original tree-ring study. Similarly to the original study, this work found that recent increases in northern hemisphere surface temperature are anomalous relative to at least the past 1300 years, and that this result is robust to the inclusion or exclusion of the tree-ring dataset.“

The possibility of this result was noted some time ago and does not rely on the form of analysis used by Willis.

I state it this way not to deprecate Willis’ analysis or methods which I find interesting. However, it’s important that this sort of applied claim not rely on novel methods – just because you happen to like the results.

So far I haven’t posted up my own emulation of Mann’s results using MAnn’s methodology with a correct orientation for the Tiljander sediments, as I’ve been working my way through the nits of Mannian methods. However, it is definitely a reasonable hypothesis that reversing the orientation of the Tiljander sediments will have a noticeable impact on a Mann-style recon. Stay tuned.

I’ve been having a discussion with “foinavon” over at WUWT, and along the course of the discussion (long thread), I mentioned this thread. Since he seems bashful about appearing over here himself, I’ll take the liberty of posting his comment myself.

It took me about 5 minutes to download Mann et al’s paper [Proxy-based reconstructions of hemispheric and global surface temperature variations over the past two millennia Proc. Natl. Acad. Sci. 105, 13252-13257] , to browse the Supplementary Information posted on the website of Proc. Natl. Acad. Sci. and to discover the following:

1. Mann et al. have a large section in their Supplementary info (right near the front on page 2) entitled:

“Potential data quality problems”

In this section they describe that of the 1200 or so proxy series used in their analyses, 7 are potentially problematic due to data quality issues. The authors state that these records include the 4 Tiljander lake varve series (that Mcintyre is making a fuss about) and three other series (Mono lake; Isdale fluorescence data; McCulloch Ba/Ca data).

Since these data are potentially problematic an entire reanalysis of the data was performed leaving these data sets out.

These reconstructions are shown in Figure S8 on page 14 of the Supplementary info, as a comparison with the reconstruction using the full data set. Leaving out the Tiljander (and Mono, Isdale, McCulloch data sets) makes a trivial difference to the long-term CPS Northern Hemisphere land reconstruction and a small difference to the EIV Northern Hemisphere land plus ocean reconstrucrion.

I haven’t read the paper fully so won’t comment further for now. However this addresses your question about peer-review. Mann et al very clearly highlight those data sets they consider to have potential problems and perform analyses leaving these out. When they do so the interpretations of the paper don’t require any material change. Therefore a review should consider that particular matter adequately dealt with.

The more interesting question is why McIntyre doesn’t indicate this glaringly obvious point. Perhaps he does somewhere else on his blog, but certainly not on the web page you linked to.

That’s pretty much why I’m skeptical of blogs and prefer scientists and the scientific literature when it comes to assessing science.

Leaving out the Tiljander (and Mono, Isdale, McCulloch data sets) makes a trivial difference to the long-term CPS Northern Hemisphere land reconstruction and a small difference to the EIV Northern Hemisphere land plus ocean reconstrucrion.

John M, my take on this is that Mann’s two sensitivities are rather artfully designed. His “no-Tiljander” sensitivity includes Graybill bristlecones and the resulting recon is heavily weighted by these chronologies that even the NAS panel agreed shouldn’t be used. His “no-dendro” i.e. “no-bristlecone” recon uses upside-down Tiljander proxies. I mentioned this previously on one of the contemporary threads http://www.climateaudit.org/?p=3951.

I agree that he noted problems with the Tiljander series, but, having noted them, his method of handling the problems was inadequate. IT wasn’t just that it was “possible” that there was non-climatic disturbance; there was known non-climatic disturbance. There was no obligation to use such problematic data; other less problematic data wasn’t used (the selection criteria being obscure.) There was no good reason to use the series upside-down other than this contributed to a big HS. The decision to retain this flawed data seems very odd. However, it’s not as easy as all that to assess the final impact of this sort of goof. You need to be able to replicate the calcs, which I’ve been working at on and off. I’m not convinced that S8 is a comprehensive test of the effect of the upside down Tiljander series.

I agree that it would be better if climate scientists assessed Mann’s goofs in the literature, but they don’t. For example, does Mann’s no-dendro recon survive removal of the Tiljander proxies? Dunno, I’m working on it. I can tell you that there’s lots of hair on every step.

Within the past fortnight, there was a useful discussion of the use of the Lake Korttajarvi proxies in Mann08, at Keith Kloor's blog Collide-a-scape, The Main Hindrance to Dialogue (and Detente). The post leads off with Gavin Schmidt’s complaint that my comments on Tiljander exemplify a pathology that obstructs communication between climate scientists and skeptics.

On June 27, Arthur Smith posted on Mann08’s use of Tiljander, Where’s the fraud?. As the title indicates, his focus is on accusations of fraud. I point out in his (heavily moderated) comment section that this emphasis is misplaced and unhelpful.

7 Trackbacks

[…] has also presented some claims relating to this before in his website. Here’s to my knowledge the first of his posts on the issue, saying: By flipping the data opposite to the interpretation of Tiljander et al, Mann shows the […]

[…] use of the Tiljander series was originally raised at CA in the wake of Mann et al 2008 in Sept 2008 here, that it was further pointed out in a published comment on Mann et al 2008 (McIntyre and McKitrick […]